+606.9%
GEV vs ROST
+58.5%
+548.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -1.9% | -2.5% | +0.6% | -1.0% |
| 30D | -8.7% | -10.3% | +1.6% | -5.0% |
| 3M | +6.6% | -2.6% | +9.2% | +6.8% |
| 6M | +10.2% | +6.5% | +3.7% | +5.3% |
| YTD | +41.6% | +25.9% | +15.7% | +24.3% |
| 1Y | +43.9% | +52.3% | -8.5% | +14.3% |
| All | +606.9% | +58.5% | +548.4% | +404.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling